<p>This dissertation address two significant challenges in the causal inference workflow for Big Observational Data. The first is designing Big Observational Data with high-dimensional and heterogeneous covariates. The second is performing uncertainty quantification for estimates of causal estimands that are obtained from the application of black box machine learning algorithms on the designed Big Observational Data. The methodologies developed by addressing these challenges are applied for the design and analysis of Big Observational Data from a large public university in the United States. </p> <h4>Distributed Design</h4> <p>A fundamental issue in causal inference for Big Observational Data is confounding due to covariate imbalances between treatment groups. This can be addressed by designing the study prior to analysis. The design ensures that subjects in the different treatment groups that have comparable covariates are subclassified or matched together. Analyzing such a designed study helps to reduce biases arising from the confounding of covariates with treatment. Existing design methods, developed for traditional observational studies consisting of a single designer, can yield unsatisfactory designs with sub-optimum covariate balance for Big Observational Data due to their inability to accommodate the massive dimensionality, heterogeneity, and volume of the Big Data. We propose a new framework for the distributed design of Big Observational Data amongst collaborative designers. Our framework first assigns subsets of the high-dimensional and heterogeneous covariates to multiple designers. The designers then summarize their covariates into lower-dimensional quantities, share their summaries with the others, and design the study in parallel based on their assigned covariates and the summaries they receive. The final design is selected by comparing balance measures for all covariates across the candidates and identifying the best amongst the candidates. We perform simulation studies and analyze datasets from the 2016 Atlantic Causal Inference Conference Data Challenge to demonstrate the flexibility and power of our framework for constructing designs with good covariate balance from Big Observational Data.</p> <h4>Designed Bootstrap</h4> <p>The combination of modern machine learning algorithms with the nonparametric bootstrap can enable effective predictions and inferences on Big Observational Data. An increasingly prominent and critical objective in such analyses is to draw causal inferences from the Big Observational Data. A fundamental step in addressing this objective is to design the observational study prior to the application of machine learning algorithms. However, the application of the traditional nonparametric bootstrap on Big Observational Data requires excessive computational efforts. This is because every bootstrap sample would need to be re-designed under the traditional approach, which can be prohibitive in practice. We propose a design-based bootstrap for deriving causal inferences with reduced bias from the application of machine learning algorithms on Big Observational Data. Our bootstrap procedure operates by resampling from the original designed observational study. It eliminates the need for additional, costly design steps on each bootstrap sample that are performed under the standard nonparametric bootstrap. We demonstrate the computational efficiency of this procedure compared to the traditional nonparametric bootstrap, and its equivalency in terms of confidence interval coverage rates for the average treatment effects, by means of simulation studies and a real-life case study.</p> <h4>Case Study</h4> <p>We apply the distributed design and designed bootstrap methodologies in a case study involving institutional data from a large public university in the United States. The institutional data contains comprehensive information about the undergraduate students in the university, ranging from their academic records to on-campus activities. We study the causal effects of undergraduate students’ attempted course load on their academic performance based on a selection of covariates from these data. Ultimately, our real-life case study demonstrates how our methodologies enable researchers to effectively use straightforward design procedures to obtain valid causal inferences with reduced computational efforts from the application of machine learning algorithms on Big Observational Data.</p> <p><br></p>

Federated Learning is an emerging privacy-preserving distributed machine learning approach to building a shared model by performing distributed training locally on participating devices (clients) and aggregating the local models into a global one. As this approach prevents data collection and aggregation, it helps in reducing associated privacy risks to a great extent. However, the data samples across all participating clients are usually not independent and identically distributed (non-i.i.d.), and Out of Distribution (OOD) generalization for the learned models can be poor. Besides this challenge, federated learning also remains vulnerable to various attacks on security wherein a few malicious participating entities work towards inserting backdoors, degrading the generated aggregated model as well as inferring the data owned by participating entities. In this work, we propose an approach for learning invariant (causal) features common to all participating clients in a federated learning setup and analyse empirically how it enhances the Out of Distribution (OOD) accuracy as well as the privacy of the final learned model. Although Federated Learning allows for participants to contribute their local data without revealing it, it faces issues in data security and in accurately paying participants for quality data contributions. In this report, we also propose an EOS Blockchain design and workflow to establish data security, a novel validation error based metric upon which we qualify gradient uploads for payment, and implement a small example of our Blockchain Causal Federated Learning model to analyze its performance with respect to robustness, privacy and fairness in incentivization. / L’apprentissage fédéré est une approche émergente d’apprentissage automatique distribué préservant la confidentialité pour créer un modèle partagé en effectuant une formation distribuée localement sur les appareils participants (clients) et en agrégeant les modèles locaux en un modèle global. Comme cette approche empêche la collecte et l’agrégation de données, elle contribue à réduire dans une large mesure les risques associés à la vie privée. Cependant, les échantillons de données de tous les clients participants sont généralement pas indépendante et distribuée de manière identique (non-i.i.d.), et la généralisation hors distribution (OOD) pour les modèles appris peut être médiocre. Outre ce défi, l’apprentissage fédéré reste également vulnérable à diverses attaques contre la sécurité dans lesquelles quelques entités participantes malveillantes s’efforcent d’insérer des portes dérobées, dégradant le modèle agrégé généré ainsi que d’inférer les données détenues par les entités participantes. Dans cet article, nous proposons une approche pour l’apprentissage des caractéristiques invariantes (causales) communes à tous les clients participants dans une configuration d’apprentissage fédérée et analysons empiriquement comment elle améliore la précision hors distribution (OOD) ainsi que la confidentialité du modèle appris final. Bien que l’apprentissage fédéré permette aux participants de contribuer leurs données locales sans les révéler, il se heurte à des problèmes de sécurité des données et de paiement précis des participants pour des contributions de données de qualité. Dans ce rapport, nous proposons également une conception et un flux de travail EOS Blockchain pour établir la sécurité des données, une nouvelle métrique basée sur les erreurs de validation sur laquelle nous qualifions les téléchargements de gradient pour le paiement, et implémentons un petit exemple de notre modèle d’apprentissage fédéré blockchain pour analyser ses performances.